Weighted Alpha

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Dictionary Says

Definition of 'Weighted Alpha'

A weighted measure of how much a stock has risen or fallen over a certain period, usually a year. Generally, more emphasis is placed on recent activity by assigning higher weights to it than those assigned to earlier movements. This helps to give a return figure that has a greater focus on the most current period and is a more relevant measure for short-term analysis. This technique is popular with technical analysts.
Investopedia Says

Investopedia explains 'Weighted Alpha'

If the stock was up over the period, it will have a positively weighted alpha. An unchanged stock price has a small weighted alpha. A stock whose price has fallen over the period will have a negatively weighted alpha. Technical analysts use this measure to identify companies that have shown a strong trend over the past year and, more specifically, to focus their attention on companies whose momentum is building.

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'Weighted Alpha'

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  • Four ETFs On Fire Right Now

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  • Hedge Funds Go Retail

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    ... 2.6 Net Present Value and the Internal Rate of Return; 2.7 Money Vs. Time-Weighted
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  • Resolute Energy's Resolute Growth Trajectory

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  • CFA Level 1 Study Guide - Quantitative Methods - Calculating ...

    http://www.investopedia.com/exam-guide/cfa-level-1/quantitative-methods/confidence-intervals-calculations.asp
    ... 2.6 Net Present Value and the Internal Rate of Return; 2.7 Money Vs. Time-Weighted
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